相关论文: Asymptotics of generalized P\'olya urns with non-l…

This paper continues a series of studies devoted to analysis of the bivariate probability distribution P(x,y) of two consecutive price increments x (push) and y (response) at intraday timescales for a group of stocks. Besides the asymmetry…

We develop a theoretical framework that aims to link micro-level option hedging and stock-specific factor exposure with macro-level market turbulence and explain endogenous volatility amplification during gamma-squeeze events. By explicitly…

As a class of state-dependent channels, Markov channels have been long studied in information theory for characterizing the feedback capacity and error exponent. This paper studies a more general variant of such channels where the state…

The paper is devoted to a design of a common bounded feedback control steering a system of an arbitrary number of linear oscillators to the equilibrium. At high energies, the control is based on the asymptotic theory of reachable sets of…

In this article is shown that large systems endowing phase coexistence display self-oscillations in presence of linear feedback between the control and order parameters, where an Andronov-Hopf bifurcation takes over the phase transition.…

Over the last 30 years, extensive work has been devoted to developing central limit theory for partial sums of subordinated long memory linear time series. A much less studied problem, motivated by questions that are ubiquitous in extreme…

Using generating function methods for diagonalizing the transition matrix in 2-Urn models, we provide a complete classification into solvable and unsolvable subclasses, with further division of the solvable models into the Martingale and…

Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

In many situations, communication between agents is a critical component of cooperative multi-agent systems, however, it can be difficult to learn or evolve. In this paper, we investigate a simple way in which the emergence of communication…

We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination…

Motivated by mathematical tissue growth modelling, we consider the problem of approximating the dynamics of multicolor P\'olya urn processes that start with large numbers of balls of different colors and run for a long time. Using strong…

A notion of "asymptotic Cauchy gain" for input/output systems, and an associated small-gain principle, are introduced. A Lyapunov-like characterization allows the computation of these gains for state-space systems, and the formulation of…

We present here a general framework, expressed by a system of nonlinear differential equations, suitable for the modelling of taxation and redistribution in a closed (trading market) society. This framework allows to describe the evolution…

Identifying the mechanism of intercellular feedback regulation is critical for the basic understanding of tissue growth control in organisms. In this paper, we analyze a tissue growth model consisting of a single lineage of two cell types…

Feedback loops are major components of biochemical systems. Many systems show multiple such (positive or negative) feedback loops. Nevertheless, very few quantitative analyses address the question how such multiple feedback loops evolved.…

For the interacting urn model with polynomial reinforcement, it has been conjectured that almost surely one color monopolizes all the urns if the interaction parameter $p>0$. We disprove the conjecture. For the case $p=1$, we give a…

We describe a universality class of the transitions of a generalized P\'{o}lya urn by studying the asymptotic behavior of the normalized correlation function $C(t)$ using finite-size scaling analysis. $X(1),X(2),\cdots$ are the successive…

In this report we deal with the problem of global output feedback stabilization of a class of $n$-dimensional nonlinear positive systems possessing a one-dimensional unknown, though measured, part. We first propose our main result, an…

Some political strategies to win elections over the last years were based heavily on fomenting general distrust in information institutions and favoring distrustful sources. The misinformation pandemic has the straightforward consequence…